STAT3000

STAT3000: Statistical Inference

Science and Engineering

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About this Unit

Point estimation. Properties of estimators - Fisher information. Bayesian inference and likelihood; Cramer Rao bound, consistency, sufficiency and Rao Blackwell theorem. Hypothesis testing: Neyman Pearson Lemma, likelihood ratio tests, power function and confidence tests. Review of matrix algebra random vectors and covariance matrices Multivariate normal and its associated distributions. Monte Carlo, boot strap and resampling methods. Estimation of regressions.

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Unit Details

Credits25

Contact Hours4 Weekly

Result TypeGrade/Mark

AreaSchool of Electrical Engineering, Computing and Mathematical Sciences (EECMS) (1153)

Field of Education010103 Statistics

Handbook View Official Handbook Page →

Tuition Pattern

Lecture1 x 2 hours weekly
Tutorial1 x 1 hour weekly
Workshop1 x 1 hour weekly

Prerequisites

PrerequisitesSelect One

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